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Sbornik: Mathematics, 1998, Volume 189, Issue 5, Pages 683–705
DOI: https://doi.org/10.1070/sm1998v189n05ABEH000319
(Mi sm319)
 

This article is cited in 3 scientific papers (total in 4 papers)

On the small balls problem for equivalent Gaussian measures

V. I. Bogachev

M. V. Lomonosov Moscow State University
References:
Abstract: Let $\mu$ be a centred Gaussian measure in a linear space $X$ with Cameron-Martin space $H$, let $q$ be a $\mu$-measurable seminorm, and let $Q$ be a $\mu$-measurable second-order polynomial. We show that it is sufficient for the existence of the limit $\lim _{\varepsilon \to 0}\mathsf E(\exp Q|q\leqslant \varepsilon)$, where $E$ is the expectation with respect to $\mu$, that the second derivative $D_{\!H}^{\,2}Q$ of the function $Q$ be a nuclear operator on $H$. This condition is also necessary for the existence of the above-mentioned limit for all seminorms $q$. The problem under discussion can be reformulated as follows: study $\lim _{\varepsilon \to 0}\nu (q\leqslant \varepsilon )/\mu (q\leqslant \varepsilon )$ for Gaussian measures $\nu$ equivalent to $\mu$.
Received: 05.02.1998
Russian version:
Matematicheskii Sbornik, 1998, Volume 189, Number 5, Pages 47–68
DOI: https://doi.org/10.4213/sm319
Bibliographic databases:
UDC: 512.55
MSC: 28C20, 60B11
Language: English
Original paper language: Russian
Citation: V. I. Bogachev, “On the small balls problem for equivalent Gaussian measures”, Mat. Sb., 189:5 (1998), 47–68; Sb. Math., 189:5 (1998), 683–705
Citation in format AMSBIB
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\by V.~I.~Bogachev
\paper On the small balls problem for equivalent Gaussian measures
\jour Mat. Sb.
\yr 1998
\vol 189
\issue 5
\pages 47--68
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\crossref{https://doi.org/10.4213/sm319}
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\zmath{https://zbmath.org/?q=an:0938.28010}
\transl
\jour Sb. Math.
\yr 1998
\vol 189
\issue 5
\pages 683--705
\crossref{https://doi.org/10.1070/sm1998v189n05ABEH000319}
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Linking options:
  • https://www.mathnet.ru/eng/sm319
  • https://doi.org/10.1070/sm1998v189n05ABEH000319
  • https://www.mathnet.ru/eng/sm/v189/i5/p47
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник - 1992–2005 Sbornik: Mathematics
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    Abstract page:612
    Russian version PDF:227
    English version PDF:26
    References:55
    First page:1
     
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